First passage times for subordinate Brownian motions
From MaRDI portal
Publication:1947608
DOI10.1016/j.spa.2013.01.011zbMath1276.60094arXiv1110.0401OpenAlexW2018106450MaRDI QIDQ1947608
Jacek Małecki, Michał Ryznar, Mateusz Kwaśnicki
Publication date: 22 April 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1110.0401
Processes with independent increments; Lévy processes (60G51) Financial applications of other theories (91G80)
Related Items (9)
Asymptotic estimate of eigenvalues of pseudo-differential operators in an interval ⋮ Fluctuation theory for Lévy processes with completely monotone jumps ⋮ Zooming in on a Lévy process at its supremum ⋮ On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion ⋮ Boundary traces of shift-invariant diffusions in half-plane ⋮ The entrance law of the excursion measure of the reflected process for some classes of Lévy processes ⋮ Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin ⋮ Persistence Probabilities and Exponents ⋮ ONE-DIMENSIONAL QUASI-RELATIVISTIC PARTICLE IN THE BOX
This page was built for publication: First passage times for subordinate Brownian motions
